Some Stabilized Bandwidth Selectors for Nonparametric Regression

• 1 September 1991
• journal article
• Published by Institute of Mathematical Statistics in The Annals of Statistics
• Vol. 19  (3) , 1528-1546
• https://doi.org/10.1214/aos/1176348260

Abstract

Keywords

• NONPARAMETRIC REGRESSION
• PERIODOGRAM
• STRONG CONSISTENCY
• FOURIER TRANSFORM
• TIME SERIES
• KERNEL REGRESSION
• CROSS VALIDATION
• SUM OF SQUARES
• FREQUENCY DOMAIN
• CONVERGENCE RATE